-17.0%
PPG vs XHB
+23.1%
-40.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.7% |
| 7D | -6.2% | -4.6% | -1.6% | -3.1% |
| 30D | -7.9% | -9.1% | +1.2% | -1.8% |
| 3M | -10.2% | -8.6% | -1.7% | -4.6% |
| 6M | +2.7% | -4.0% | +6.7% | +5.8% |
| YTD | +4.9% | -3.9% | +8.8% | +8.2% |
| 1Y | -3.2% | -16.5% | +13.3% | +8.5% |
| 3Y | -17.0% | +22.6% | -39.6% | -26.9% |
| All | -17.0% | +23.1% | -40.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling